+1,163.5%
C vs ETR
+4,412.2%
-3,248.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | +1.4% | +2.2% | +3.0% |
| 30D | +0.1% | +1.0% | -0.9% | -0.4% |
| 3M | +2.4% | -1.3% | +3.7% | +2.8% |
| 6M | +24.9% | +1.9% | +23.0% | +22.9% |
| YTD | +19.8% | +18.2% | +1.6% | +10.1% |
| 1Y | +44.9% | +24.7% | +20.2% | +29.8% |
| 3Y | +263.0% | +150.7% | +112.3% | +134.7% |
| 5Y | +129.5% | +127.0% | +2.5% | +52.2% |
| 10Y | +291.6% | +295.5% | -3.9% | +101.6% |
| All | +1,163.5% | +4,412.2% | -3,248.7% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling